Inference for pth-order random coefficient integer-valued autoregressive processes

Journal of Time Series Analysis

Volumn 27, Issue 3, 2006, Pages 411-440

  Zheng, Haitao ^a   Basawa, Ishwar V ^a   Datta, Somnath ^a  

^a NONE

Author keywords

Asymptotic distributions; Conditional least squares; Generalized method of moments; INAR models; Maximum likelihood; Models for count data; Quasilikelihood; Random coefficient models; Thinning models

Indexed keywords

EID: 33645669356     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2006.00472.x     Document Type: Article

References (17)

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